| 1 | Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives | Rujivan S., Rakwongwan U. | 2021 | Communications in Nonlinear Science and Numerical Simulation,
100, 105849 | 15 |
| 2 | Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process | Sutthimat P., Rujivan S., Mekchay K., Rakwongwan U. | 2022 | Research in Mathematical Sciences,
9(1), 10 | 11 |
| 3 | A Novel Analytical Formula for the Discounted Moments of the ECIR Process and Interest Rate Swaps Pricing | Boonklurb R., Duangpan A., Rakwongwan U., Sutthimat P. | 2022 | Fractal and Fractional,
6(2), 58 | 9 |
| 4 | Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets | Yamphram P., Sutthimat P., Rakwongwan U. | 2023 | Computation,
11(2), 30 | 3 |
| 5 | Pricing index options by static hedging under finite liquidity | Armstrong J., Pennanen T., Rakwongwan U. | 2018 | International Journal of Theoretical and Applied Finance,
21(6), 1850044 | 3 |
| 6 | Options portfolio optimization of exotic options written on Mini S&P500 Index in an illiquid market with Conditional Value-at-Risk (CVaR) | Kosapong B., Boonserm P., Rakwongwan U. | 2022 | Thai Journal of Mathematics,
2022(Special Issue), pp. 169-183 | 3 |
| 7 | Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields | Duangpan A., Boonklurb R., Rakwongwan U., Sutthimat P. | 2022 | Symmetry,
14(11), 2385 | 1 |
| 8 | Optimal Capital Allocation in Correlated Mutual Funds under Exponential Loss Utility | Bunchak N., Rakwongwan U., Sutthimat P., Chavanasporn W. | 2023 | Proceedings of SPIE - The International Society for Optical Engineering,
12616, 1261609 | 0 |
| 9 | The numerical visualization of air pollution propagation from a single generator to an observed area | Rakwongwan U., Archankul A., Rujivan S., Bastian P. | 2021 | Chiang Mai Journal of Science,
48(5), pp. 1430-1443 | 0 |
| 10 | Derivation of Closed-Form Expressions in Ap?ry-like Series Using Fractional Calculus and Applications | Duangpan A., Boonklurb R., Rakwongwan U., Sutthimat P. | 2024 | Fractal and Fractional,
8(7), 406 | 0 |
| 11 | Static Pricing of Exotic Derivatives Under Conditional Value-at-Risk (CVaR) in Incomplete Markets | Kosapong B., Boonklurb R., Rakwongwan U. | 2025 | Computational Economics,
103751 | 0 |
| 12 | A visualization of air pollution distribution over an observed area surrounded by mountains: A computational approach | Rakwongwan U., Tangmanussukum P., Rujivan S. | 2021 | Walailak Journal of Science and Technology,
18(12), 9805 | 0 |
| 13 | Analytical Formula for Conditional Moments of Extended Heston-CEV Hybrid Model with Time-dependent Parameters | Anunak P., Boonserm P., Rakwongwan U. | 2023 | Chiang Mai Journal of Science,
50(3), e2023022 | 0 |